The aliasing‐phenomenon in visual terms

DOI10.1080/0022250X.1992.9990097zbMATH Open0754.60059MaRDI QIDQ4017804FDOQ4017804

Authors: Hermann Singer 

Publication date: 16 January 1993

Published in: The Journal of Mathematical Sociology (Search for Journal in Brave)

Recommendations

• The problem of aliasing in identifying finite parameter continuous time stochastic models
• Unaliasing of aliased line component frequencies
• A test for the absence of aliasing or local white noise in locally stationary wavelet time series
• Spectral correction for locally stationary Shannon wavelet processes
• scientific article; zbMATH DE number 3885165

zbMATH Keywords

Ornstein-Uhlenbeck processstochastic differential equationsaliasingdiscrete samplingsimulated trajectories

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Identification in stochastic control theory (93E12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The problem of identification in finite parameter continuous time models
• The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities
• Evaluation of likelihood functions for Gaussian signals
• Random differential equations in science and engineering
• Problems with the estimation of stochastic differential equations using structural equations models
• Title not available (Why is that?)

Cited In (8)

• Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm
• Analyzing reciprocal relationships by means of the continuous‐time autoregressive latent trajectory model
• The problem of aliasing in identifying finite parameter continuous time stochastic models
• SEM modeling with singular moment matrices. II: ML-estimation of sampled stochastic differential equations
• Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data
• Unaliasing of aliased line component frequencies
• A NOTE ON THE PAPER BY H.J. BIERENS: “COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?”
• Continuous panel models with time dependent parameters

This page was built for publication: The aliasing‐phenomenon in visual terms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4017804)